Asymptotic normality of extreme value estimators on $C[0,1]$
| dc.creator | Einmahl, John H. J. | |
| dc.creator | Lin, Tao | |
| dc.date | 2006-05-23 | |
| dc.date.accessioned | 2026-07-07T08:07:51Z | |
| dc.date.available | 2026-07-07T08:07:51Z | |
| dc.description | Consider $n$ i.i.d. random elements on $C[0,1]$. We show that, under an appropriate strengthening of the domain of attraction condition, natural estimators of the extreme-value index, which is now a continuous function, and the normalizing functions have a Gaussian process as limiting distribution. A key tool is the weak convergence of a weighted tail empirical process, which makes it possible to obtain the results uniformly on $[0,1]$. Detailed examples are also presented. | |
| dc.description | Published at http://dx.doi.org/10.1214/009053605000000831 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0605612 | |
| dc.identifier | http://arxiv.org/abs/math/0605612 | |
| dc.identifier | Annals of Statistics 2006, Vol. 34, No. 1, 469-492 | |
| dc.identifier | doi:10.1214/009053605000000831 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/131068 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62G32, 62G30, 62G05 (Primary) 60G70, 60F17 (Secondary) | |
| dc.title | Asymptotic normality of extreme value estimators on $C[0,1]$ | |
| dc.type | text |